+97,349.8%
ASML vs TXN
+7,779.8%
+89,569.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.4% | +2.9% |
| 7D | +1.1% | -0.1% | +1.2% | +1.2% |
| 30D | +2.2% | -6.9% | +9.1% | +7.4% |
| 3M | -2.3% | -14.9% | +12.6% | +9.3% |
| 6M | +23.0% | +29.0% | -6.0% | -0.2% |
| YTD | +61.1% | +51.5% | +9.6% | +15.0% |
| 1Y | +129.1% | +41.6% | +87.5% | +70.4% |
| 3Y | +165.4% | +65.8% | +99.5% | +70.1% |
| 5Y | +109.5% | +56.8% | +52.6% | +44.4% |
| 10Y | +1,645.7% | +387.5% | +1,258.3% | +448.9% |
| All | +97,349.8% | +7,779.8% | +89,569.9% | +4,880.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TXN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling